Jody and Missy are master nest-builders. I managed to get some recent photos of them making midday nests.
Jody’s step one: stand in the middle of the nest and build it around you.

Jody’s step two: include both sheets and blue paper in the nest for full comfort

Jody’s step three: dive face first into the bed (this movement often accompanied by a “Jody happy noise”)

Jody’s step four: enjoy the comfort you’ve created

Missy’s step one: first see if someone will play with you if you put a blanket over your head

Missy’s step two: if no one takes the play bait, proceed with nest-making by placing blankets around you where you sit

Missy’s step three: unfold and place blankets carefully

Missy’s step four: do a headstand

Missy’s step four: roll into a comfortable position and enjoy
